Quick questions and answers

Overall, I think you'd be better off leveraging the party Warlord's ability to grant out-of-turn RBAs to use Clever Shot or Rapid Shot.

I asked a question early if being granted out of turn RBA's would grant a use of Clever Shot but it seems the consensuses was no, so I am not sure if a Warlord would give the ability to use Clever Shot or Rapid Shot.

The build in question is a regular Ranger gaining access to Clever Shot through the feat Archery Mastery in Dragon Magazine 400, which allows me to trade one at-will power for one of the at-will powers gained through the Hunter's Archery Mastery, so having access to both Clever Shot and Rapid Shot are not possible to me, haha.

By "direct bonuses," I expect that you mean the stuff that's automatic and not dependent on choosing a level-specific alternative utility power.

Note that I haven't ever--ever--played a rogue; but from what I understand, the following themes might be useful:

Bregan D'aerthe Mercenary gives three useful features: a minor action to gain CA (which rogues like), a don't-attack-me power for when your stealth gets blown by a high Perception check, and the ability to use a Bluff feint as a minor action (which makes it useful for gaining CA).

Pack Outcast gives permanent CA against enemies adjacent to you (which just might happen to be kinda-sorta handy for a rogue). I'm pretty sure that there's another theme that is almost identical to this one, but the name of it escapes me.

Trapsmith gives you a bonus to Thievery checks, and the encounter power gives CA for an enemy moving adjacent to you.

Ironwrought helps your melee attacks hit.

Stormraider's lvl 10 feature makes flanking much easier.

Guttersnipe - The cost reduction for gear is almost always welcome. (But that one's not rogue-specific.)

Alchemist can be useful, depending on whether your DM lets you get creative with well-chosen alchemy items. (Again, it's not rogue-specific, but it might be more handy to a rogue than, say, to a wizard whose powers might overlap with a lot of alchemical items.)

I'd also recommend Gloomwrought Emissary if you like having a bonus to your commonly used skills and want an encounter power that lets you shift and weaken when you have combat advantage.

Pack Outcast is seriously sick for rogues. Really should be nerfed at some point, but with a new edition coming, WotC has stopped even pretending trying to balance 4e.

Guttersnipe is solid, and it's not just the cheaper gear; in flavor it's a perfect fit for rogues, the starting power (Running Slash) works well for them and it grants a bonus to Streetwise. What's not to like?

The Raw 4e book says this about the rogue weapon talent:
Rogue Weapon Talent
When you wield a shuriken, your weapon damage die
increases by one size. When you wield a dagger, you
gain a +1 bonus to attack rolls.

If you go by this, you would gain a larger weapon die with the dagger, and a +1 on attack rolls with the shuriken. Right?

It doesn't really take a lax reading of the rules to come to that conclusion, Nexus. In fact, it takes a strict reading.
A lax reading accomodates perceived intent by actually changing the definion of the word 'wielding' to exclude the possibility of the bonus applying to a weapon other than the one through which this class ability grants it.

edit: further discussion of this issue would likely warrant a thread of its own

It doesn't really take a lax reading of the rules to come to that conclusion, Nexus. In fact, it takes a strict reading.
A lax reading accomodates perceived intent by actually changing the definion of the word 'wielding' to exclude the possibility of the bonus applying to a weapon other than the one through which this class ability grants it.

edit: further discussion of this issue would likely warrant a thread of its own